Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size (Q3711459): Difference between revisions

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Latest revision as of 02:38, 20 March 2024

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Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
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    Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size (English)
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    1983
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    Edgeworth approximations
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    k-class estimators
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    exogenous variables
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    two- stage least squares estimator
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    large-sample asymptotic distribution
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    limited information maximum likelihood (LIML) estimator
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    degree of overidentifiability
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